서지주요정보
Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide [electronic resource]
서명 / 저자 Modelling, Pricing, and Hedging Counterparty Credit Exposure [electronic resource] : A Technical Guide / by Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda.
저자명 Cesari, Giovanni. author. aut http://id.loc.gov/vocabulary/relators/aut
Aquilina, John. author. aut http://id.loc.gov/vocabulary/relators/aut ; Charpillon, Niels. author. aut http://id.loc.gov/vocabulary/relators/aut ; Filipovic, Zlatko. author. aut http://id.loc.gov/vocabulary/relators/aut ; Lee, Gordon. author. aut http://id.loc.gov/vocabulary/relators/aut ; Manda, Ion. author. aut http://id.loc.gov/vocabulary/relators/aut
단체명 SpringerLink (Online service)
발행사항 Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Online Access https://doi.org/10.1007/978-3-642-04454-0 URL

서지기타정보

서지기타정보
청구기호 HF4999.2-6182
판사항 1st ed. 2009.
형태사항 XX, 254 p. 70 illus. online resource.
총서명 Springer Finance, 2195-0687
언어 English
내용 Methodology -- Modelling Framework -- Simulation Models -- Valuation and Sensitivities -- Architecture and Implementation -- Computational Framework -- Implementation -- Architecture -- Products -- Interest-Rate Products -- Equity, Commodity, Inflation and FX Products -- Credit Derivatives -- Structures -- Hedging and Managing Counterparty Risk -- Counterparty Risk Aggregation and Risk Mitigation -- Combining Market and Credit Risk -- Pricing Counterparty Credit Risk.
주제 Business.
Management science.
Probabilities.
Numerical analysis.
Economics, Mathematical .
Statistics .
Business and Management, general. --https://scigraph.springernature.com/ontologies/product-market-codes/500000
Probability Theory and Stochastic Processes. --https://scigraph.springernature.com/ontologies/product-market-codes/M27004
Numerical Analysis. --https://scigraph.springernature.com/ontologies/product-market-codes/M14050
Quantitative Finance. --https://scigraph.springernature.com/ontologies/product-market-codes/M13062
Statistics for Business, Management, Economics, Finance, Insurance. --https://scigraph.springernature.com/ontologies/product-market-codes/S17010
보유판 및 특별호 저록 Springer Nature eBook
Printed edition: 9783642044847 Printed edition: 9783642262081 Printed edition: 9783642044533
ISBN 9783642044540
기타 표준번호 10.1007/978-3-642-04454-0
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